-84.8%
EOSE vs SPYG
+10.8%
-95.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.3% | +11.4% | +8.9% |
| 7D | +9.7% | -2.8% | +12.5% | +19.6% |
| 30D | -34.6% | -6.2% | -28.4% | -19.6% |
| 3M | -50.8% | -3.6% | -47.2% | -43.9% |
| 6M | -66.5% | +4.8% | -71.2% | -69.1% |
| YTD | -81.3% | +11.0% | -92.3% | -84.7% |
| 1Y | -84.8% | +11.2% | -96.0% | -87.5% |
| All | -84.8% | +10.8% | -95.7% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling